+109.1%
WMB vs CART
+38.4%
+70.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | -13.8% | +3.0% | -16.8% | -14.0% |
| 30D | -10.3% | +28.6% | -38.9% | -11.9% |
| 3M | -10.1% | +29.1% | -39.1% | -11.9% |
| 6M | -11.8% | +44.7% | -56.6% | -14.7% |
| YTD | +8.9% | +29.2% | -20.3% | +6.5% |
| 1Y | +14.0% | +66.2% | -52.2% | +8.1% |
| 3Y | +100.5% | +112.8% | -12.3% | +87.6% |
| All | +109.1% | +38.4% | +70.7% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling